Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-23 0.281783 0.306709 0.333829 0.365708 0.402384 0.443544 0.493631
2025-11-30 0.249098 0.280938 0.317540 0.363265 0.419638 0.487942 0.578707
2025-12-07 0.225988 0.261471 0.303937 0.359493 0.431816 0.525155 0.659016
2025-12-14 0.208013 0.245479 0.291755 0.354586 0.440160 0.556762 0.735885
2025-12-21 0.192606 0.230866 0.279323 0.347133 0.443035 0.579961 0.803673
2025-12-28 0.184892 0.225147 0.277457 0.353004 0.464239 0.631442 0.924624
2026-01-04 0.179563 0.221924 0.278327 0.362305 0.490983 0.694846 1.080350
2026-01-11 0.170837 0.213411 0.271112 0.358982 0.497743 0.726751 1.187139
2026-01-18 0.165584 0.209213 0.269475 0.363517 0.517057 0.782486 1.356135
2026-01-25 0.155999 0.198388 0.257578 0.351270 0.507285 0.784662 1.411932
2026-02-01 0.147065 0.188021 0.245724 0.338144 0.494595 0.779449 1.449567
2026-02-08 0.141675 0.182423 0.240529 0.335092 0.498834 0.807043 1.574461
2026-02-15 0.139431 0.181348 0.242149 0.343401 0.524620 0.883157 1.858873
2026-02-22 0.135418 0.177468 0.239258 0.343987 0.536335 0.932414 2.094142
2026-03-01 0.131025 0.172805 0.234870 0.341655 0.542199 0.969974 2.314266
2026-03-08 0.126560 0.167827 0.229707 0.337569 0.544142 0.998924 2.523060
2026-03-15 0.121821 0.162236 0.223292 0.330827 0.540049 1.012743 2.685858
2026-03-22 0.120036 0.161047 0.223807 0.336365 0.561566 1.094767 3.188145
2026-03-29 0.118984 0.160917 0.225990 0.345044 0.590794 1.204880 3.944505
2026-04-05 0.115674 0.157138 0.221986 0.341969 0.594098 1.244373 4.386457
2026-04-12 0.113945 0.155760 0.221881 0.346190 0.614221 1.338535 5.304978
2026-04-19 0.109434 0.149830 0.213885 0.334804 0.597263 1.315250 5.384798
2026-04-26 0.104981 0.143875 0.205657 0.322583 0.577436 1.280036 5.351566